+63.9%
RBRK vs LII
-26.0%
+89.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +2.0% |
| 7D | -12.5% | +7.9% | -20.4% | -12.9% |
| 30D | -3.0% | -0.6% | -2.4% | -3.0% |
| 3M | +46.9% | -19.3% | +66.3% | +48.2% |
| 6M | +105.4% | -29.8% | +135.3% | +107.2% |
| YTD | +55.6% | -25.4% | +81.0% | +50.8% |
| 1Y | +63.9% | -26.2% | +90.1% | +61.7% |
| All | +63.9% | -26.0% | +89.9% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling